QuantConnect.Indicators.McClellanSummationIndex Class Reference

The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator More...

Inheritance diagram for QuantConnect.Indicators.McClellanSummationIndex:

Public Member Functions
	McClellanSummationIndex (string name, int fastPeriod=19, int slowPeriod=39)
	Initializes a new instance of the McClellanSummationIndex class Parameters name The name of the indicator fastPeriod The fast period of EMA of advance decline difference slowPeriod The slow period of EMA of advance decline difference More...
	McClellanSummationIndex (int fastPeriod=19, int slowPeriod=39)
	Initializes a new instance of the McClellanSummationIndex class Parameters fastPeriod The fast period of EMA of advance decline difference slowPeriod The slow period of EMA of advance decline difference More...
override void	Reset ()
	Resets this indicator to its initial state More...
void	Add (Symbol asset)
	Add Tracking asset issue More...
void	Remove (Symbol asset)
	Remove Tracking asset issue More...

Public Attributes
override bool	IsReady => McClellanOscillator.IsReady
	Gets a flag indicating when this indicator is ready and fully initialized More...
int	WarmUpPeriod => McClellanOscillator.WarmUpPeriod
	Required period, in data points, for the indicator to be ready and fully initialized. More...

Protected Member Functions
override decimal	ComputeNextValue (TradeBar input)
	Computes the next value of this indicator from the given state More...
Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator
	TradeBarIndicator (string name)
	Creates a new TradeBarIndicator with the specified name More...

Properties
IndicatorDataPoint	Summation [get]
	The McClellan Summation Index value More...
McClellanOscillator	McClellanOscillator [get]
	The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods. More...
Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider
int	WarmUpPeriod [get]
	Required period, in data points, for the indicator to be ready and fully initialized. More...

Detailed Description

The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator

Definition at line 25 of file McClellanSummationIndex.cs.

Constructor & Destructor Documentation

McClellanSummationIndex() [1/2]

QuantConnect.Indicators.McClellanSummationIndex.McClellanSummationIndex	(	string	name,
		int	fastPeriod = 19,
		int	slowPeriod = 39
	)

Initializes a new instance of the McClellanSummationIndex class

Parameters

name	The name of the indicator
fastPeriod	The fast period of EMA of advance decline difference
slowPeriod	The slow period of EMA of advance decline difference

Definition at line 54 of file McClellanSummationIndex.cs.

McClellanSummationIndex() [2/2]

QuantConnect.Indicators.McClellanSummationIndex.McClellanSummationIndex	(	int	fastPeriod = 19,
		int	slowPeriod = 39
	)

Initializes a new instance of the McClellanSummationIndex class

Parameters

fastPeriod	The fast period of EMA of advance decline difference
slowPeriod	The slow period of EMA of advance decline difference

Definition at line 74 of file McClellanSummationIndex.cs.

Member Function Documentation

ComputeNextValue()

override decimal QuantConnect.Indicators.McClellanSummationIndex.ComputeNextValue ( TradeBar  input )

protected

Computes the next value of this indicator from the given state

Parameters

input

The input given to the indicator

Returns

A new value for this indicator

Definition at line 84 of file McClellanSummationIndex.cs.

Reset()

override void QuantConnect.Indicators.McClellanSummationIndex.Reset

(

)

Resets this indicator to its initial state

Definition at line 94 of file McClellanSummationIndex.cs.

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Add()

void QuantConnect.Indicators.McClellanSummationIndex.Add

(

Symbol

asset

)

Add Tracking asset issue

Parameters

asset

the tracking asset issue

Definition at line 104 of file McClellanSummationIndex.cs.

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Remove()

void QuantConnect.Indicators.McClellanSummationIndex.Remove

(

Symbol

asset

)

Remove Tracking asset issue

Parameters

asset

the tracking asset issue

Definition at line 113 of file McClellanSummationIndex.cs.

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Member Data Documentation

IsReady

override bool QuantConnect.Indicators.McClellanSummationIndex.IsReady => McClellanOscillator.IsReady

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 41 of file McClellanSummationIndex.cs.

WarmUpPeriod

int QuantConnect.Indicators.McClellanSummationIndex.WarmUpPeriod => McClellanOscillator.WarmUpPeriod

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 46 of file McClellanSummationIndex.cs.

Property Documentation

Summation

IndicatorDataPoint QuantConnect.Indicators.McClellanSummationIndex.Summation

getprotected

The McClellan Summation Index value

Protected for testing

Definition at line 31 of file McClellanSummationIndex.cs.

McClellanOscillator

McClellanOscillator QuantConnect.Indicators.McClellanSummationIndex.McClellanOscillator

get

The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods.

Definition at line 36 of file McClellanSummationIndex.cs.

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The documentation for this class was generated from the following file:

• Indicators/McClellanSummationIndex.cs